-52.6%
RBLX vs MULL
+444.9%
-497.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -13.8% | +22.3% | +8.5% |
| 7D | -7.5% | -35.9% | +28.5% | -7.3% |
| 30D | +10.6% | -47.3% | +57.9% | +10.7% |
| 3M | +33.3% | -30.6% | +63.8% | +33.5% |
| 6M | +3.7% | +13.7% | -10.0% | +3.5% |
| YTD | -39.1% | +272.1% | -311.3% | -42.1% |
| 1Y | -52.6% | +475.1% | -527.7% | -56.5% |
| All | -52.6% | +444.9% | -497.5% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling